+142.7%
AAPL vs CHRW
+61.7%
+81.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.3% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +4.3% | -4.3% | +8.6% | +5.0% |
| 3M | +16.6% | -7.4% | +24.1% | +17.8% |
| 6M | +21.6% | -20.7% | +42.3% | +25.4% |
| YTD | +31.2% | -15.9% | +47.0% | +31.8% |
| 1Y | +29.6% | -9.9% | +39.4% | +27.6% |
| 3Y | +93.1% | +79.0% | +14.2% | +51.0% |
| All | +142.7% | +61.7% | +81.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling